Trading Metrics calculated at close of trading on 05-Jan-1994 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-1994 |
05-Jan-1994 |
Change |
Change % |
Previous Week |
Open |
395.53 |
398.19 |
2.66 |
0.7% |
390.32 |
High |
398.90 |
401.70 |
2.80 |
0.7% |
398.25 |
Low |
394.26 |
396.70 |
2.44 |
0.6% |
389.74 |
Close |
398.19 |
401.07 |
2.88 |
0.7% |
397.72 |
Range |
4.64 |
5.00 |
0.36 |
7.8% |
8.51 |
ATR |
4.64 |
4.66 |
0.03 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414.82 |
412.95 |
403.82 |
|
R3 |
409.82 |
407.95 |
402.45 |
|
R2 |
404.82 |
404.82 |
401.99 |
|
R1 |
402.95 |
402.95 |
401.53 |
403.89 |
PP |
399.82 |
399.82 |
399.82 |
400.29 |
S1 |
397.95 |
397.95 |
400.61 |
398.89 |
S2 |
394.82 |
394.82 |
400.15 |
|
S3 |
389.82 |
392.95 |
399.70 |
|
S4 |
384.82 |
387.95 |
398.32 |
|
|
Weekly Pivots for week ending 31-Dec-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
420.77 |
417.75 |
402.40 |
|
R3 |
412.26 |
409.24 |
400.06 |
|
R2 |
403.75 |
403.75 |
399.28 |
|
R1 |
400.73 |
400.73 |
398.50 |
402.24 |
PP |
395.24 |
395.24 |
395.24 |
395.99 |
S1 |
392.22 |
392.22 |
396.94 |
393.73 |
S2 |
386.73 |
386.73 |
396.16 |
|
S3 |
378.22 |
383.71 |
395.38 |
|
S4 |
369.71 |
375.20 |
393.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
401.70 |
392.05 |
9.65 |
2.4% |
4.41 |
1.1% |
93% |
True |
False |
|
10 |
401.70 |
384.82 |
16.88 |
4.2% |
3.91 |
1.0% |
96% |
True |
False |
|
20 |
401.77 |
381.84 |
19.93 |
5.0% |
4.35 |
1.1% |
96% |
False |
False |
|
40 |
401.81 |
371.82 |
29.99 |
7.5% |
5.33 |
1.3% |
98% |
False |
False |
|
60 |
401.81 |
371.82 |
29.99 |
7.5% |
5.53 |
1.4% |
98% |
False |
False |
|
80 |
401.81 |
360.13 |
41.68 |
10.4% |
5.42 |
1.4% |
98% |
False |
False |
|
100 |
401.81 |
356.93 |
44.88 |
11.2% |
5.34 |
1.3% |
98% |
False |
False |
|
120 |
401.81 |
346.63 |
55.18 |
13.8% |
5.28 |
1.3% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
422.95 |
2.618 |
414.79 |
1.618 |
409.79 |
1.000 |
406.70 |
0.618 |
404.79 |
HIGH |
401.70 |
0.618 |
399.79 |
0.500 |
399.20 |
0.382 |
398.61 |
LOW |
396.70 |
0.618 |
393.61 |
1.000 |
391.70 |
1.618 |
388.61 |
2.618 |
383.61 |
4.250 |
375.45 |
|
|
Fisher Pivots for day following 05-Jan-1994 |
Pivot |
1 day |
3 day |
R1 |
400.45 |
399.67 |
PP |
399.82 |
398.27 |
S1 |
399.20 |
396.88 |
|